-4.7%
TOST vs BAH
+2.0%
-6.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | 0.0% |
| 7D | +9.4% | -3.5% | +13.0% | +10.7% |
| 30D | +13.5% | +24.3% | -10.8% | +5.7% |
| 3M | -0.1% | +16.3% | -16.5% | -5.3% |
| 6M | +22.5% | +13.6% | +8.9% | +17.3% |
| YTD | -2.4% | +3.5% | -5.9% | -3.8% |
| 1Y | -4.7% | +2.7% | -7.4% | -6.6% |
| All | -4.7% | +2.0% | -6.7% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling